Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-02 17.820104 20.319316 23.007371 26.109187 29.585291 33.356167 37.751934
2025-02-09 14.028831 17.401924 21.306339 26.142365 31.952787 38.689552 47.071142
2025-02-16 11.822736 15.490404 19.941770 25.709958 32.951188 41.702025 53.035260
2025-02-23 10.370938 14.265683 19.194852 25.840133 34.506625 45.360516 59.908326
2025-03-02 9.321832 13.377108 18.699020 26.122130 36.123036 49.032638 66.842937
2025-03-09 8.386413 12.516231 18.120381 26.184774 37.376108 52.222945 73.245201
2025-03-16 7.502819 11.619550 17.384284 25.924801 38.106894 54.681036 78.715568
2025-03-23 6.898279 11.053329 17.041781 26.152326 39.475058 58.018136 85.489765
2025-03-30 6.536276 10.804521 17.119729 26.961306 41.679808 62.588145 94.162439
2025-04-06 5.949415 10.151316 16.536216 26.731100 42.325896 64.936246 99.738308
2025-04-13 5.181580 9.138261 15.319175 25.439193 41.282699 64.738871 101.551631
2025-04-20 4.920578 8.922615 15.321052 26.018935 43.092866 68.811479 109.826885
2025-04-27 4.680955 8.729982 15.356558 26.671088 45.080007 73.290678 119.001007
2025-05-04 4.302660 8.265649 14.912539 26.513855 45.771378 75.813822 125.298600
2025-05-11 3.926197 7.767227 14.367711 26.139765 46.068025 77.702914 130.650054
2025-05-18 3.669377 7.460812 14.124676 26.250061 47.151347 80.865909 138.125704
2025-05-25 3.465109 7.232418 13.997682 26.543611 48.542969 84.567548 146.597456
2025-06-01 3.243277 6.949891 13.750969 26.604612 49.530117 87.635959 154.146735
2025-06-08 2.995357 6.593343 13.341258 26.341726 49.930650 89.732673 160.157259
2025-06-15 2.834815 6.396106 13.210742 26.572266 51.198382 93.321050 168.777084
2025-06-22 2.760065 6.367339 13.395378 27.393096 53.553408 98.845350 180.870137
2025-06-29 2.563914 6.067093 13.033986 27.159515 53.978460 101.050306 187.355249
2025-07-06 2.264688 5.517990 12.142105 25.848827 52.343826 99.574049 187.384128